OCC August Cleared Volume Up 10.3 Percent

  • Futures Cleared Volume Up 23.7 Percent from a Year Ago
  • Index Options Up 19.6 Percent from August 2018
  • ETF Options Up 31.5 Percent from August 2018
September 03, 2019
Chicago -

OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in August reached 478,561,649 contracts, a 10.3 percent increase compared to last August, and the highest total volume for August since 2011. OCC's year-to-date average daily cleared contract volume is 19,672,145, down 3.2 percent compared to 2018's record-breaking pace.

Options: Overall exchange-listed options 469,284,227 contracts in August, up 10.1 percent from 426,237,903 in 2018. Equity options volume reached a total of 418,770,313 contracts, a 9.1 percent increase from August 2018. This includes cleared ETF options volume of 191,070,806 contracts last month, a 31.5 percent increase compared to the August 2018 volume of 145,281,116 contracts. Index options volume was up 19.6 percent with 50,513,914 contracts in August, with a year-to-date average daily volume of 1,940,020 contracts.

Futures: Futures cleared by OCC 9,277,422 contracts in August, up 23.7 percent from August 2018. OCC's year-to-date average daily cleared futures volume is 320,193 contracts, 22.8 percent lower than 2018.

Securities Lending: OCC's securities lending CCP activity was down 5.53 percent in new loans from August 2018 with 111,375 transactions last month. Year-to-date stock loan activity has decreased 2.56 percent from 2018 with 899,943 new loan transactions in 2019. The average daily loan value at OCC in August was $76,760,015,234, a decrease of 4.4 percent compared to last August.

For 2019 monthly exchange market share information, click here.

 

August 2019 Total Contract Volume

August 2018 Total Contract Volume

August Total Contract % Change vs. 2018

YTD Avg. Daily Contract 2019

YTD Avg. Daily Contract 2018

2019 Avg. Daily Contract % Change vs. 2018

Equity Options

418,770,313

384,002,068

9.1%

17,411,932

17,733,226

-1.8%

Index Options

50,513,914

42,235,835

19.6%

1,940,020

2,173,583

-10.7%

Total Options

469,284,227

426,237,903

10.1%

19,351,952

19,906,809

-2.8%

Total Futures

9,277,422

7,502,413

23.7%

320,193

414,516

-22.8%

Total Volume

478,561,649

433,740,316

10.3%

19,672,145

20,321,325

-3.2%